import torch from enum import Enum class Dataset(Enum): LOBSTER = "LOBSTER" FI_2010 = "FI-2010" class ModelType(Enum): MLPLOB = "MLPLOB" TLOB = "TLOB" BINCTABL = "BINCTABL" DEEPLOB = "DEEPLOB" # for 15 days of TSLA TSLA_LOB_MEAN_SIZE_10 = 165.44670902537212 TSLA_LOB_STD_SIZE_10 = 481.7127061897184 TSLA_LOB_MEAN_PRICE_10 = 20180.439318660694 TSLA_LOB_STD_PRICE_10 = 814.8782058033195 TSLA_EVENT_MEAN_SIZE = 88.09459295373463 TSLA_EVENT_STD_SIZE = 86.55913199110894 TSLA_EVENT_MEAN_PRICE = 20178.610720500274 TSLA_EVENT_STD_PRICE = 813.8188032145645 TSLA_EVENT_MEAN_TIME = 0.08644932804905886 TSLA_EVENT_STD_TIME = 0.3512181506722207 TSLA_EVENT_MEAN_DEPTH = 7.365325300819055 TSLA_EVENT_STD_DEPTH = 8.59342838063813 # for 15 days of INTC INTC_LOB_MEAN_SIZE_10 = 6222.424274871972 INTC_LOB_STD_SIZE_10 = 7538.341086370264 INTC_LOB_MEAN_PRICE_10 = 3635.766219937785 INTC_LOB_STD_PRICE_10 = 44.15649995373795 INTC_EVENT_MEAN_SIZE = 324.6800802006092 INTC_EVENT_STD_SIZE = 574.5781447696605 INTC_EVENT_MEAN_PRICE = 3635.78165265669 INTC_EVENT_STD_PRICE = 43.872407609651184 INTC_EVENT_MEAN_TIME = 0.025201754040915927 INTC_EVENT_STD_TIME = 0.11013627432323592 INTC_EVENT_MEAN_DEPTH = 1.3685517399834501 INTC_EVENT_STD_DEPTH = 2.333747222206966 LOBSTER_HORIZONS = [10, 20, 50, 100] PRECISION = 32 N_LOB_LEVELS = 10 LEN_LEVEL = 4 LEN_ORDER = 6 LEN_SMOOTH = 10 DATE_TRADING_DAYS = ["2015-01-02", "2015-01-30"] DEVICE = 'cuda' if torch.cuda.is_available() else 'cpu' DIR_EXPERIMENTS = "data/experiments" DIR_SAVED_MODEL = "data/checkpoints" DATA_DIR = "data" RECON_DIR = "data/reconstructions" PROJECT_NAME = "" SPLIT_RATES = [0.8, 0.1, 0.1]